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Details about Eric Mark Aldrich

E-mail:
Homepage:http://www.ealdrich.com
Postal address:1156 High St. Santa Cruz, CA 95064
Workplace:Economics Department, University of California-Santa Cruz (UCSC), (more information at EDIRC)

Access statistics for papers by Eric Mark Aldrich.

Last updated 2017-02-18. Update your information in the RePEc Author Service.

Short-id: pal373


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Working Papers

2014

  1. A Compound Multifractal Model for High-Frequency Asset Returns
    BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory Downloads
    Also in Papers, arXiv.org (2014) Downloads

2012

  1. Trading Volume in General Equilibrium with Complete Markets
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)

2010

  1. Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
    Working Papers, Duke University, Department of Economics Downloads View citations (5)
  2. Habit, Long-Run Risks, Prospect? A Statistical Inquiry
    Working Papers, Duke University, Department of Economics Downloads
    See also Journal Article in Journal of Financial Econometrics (2011)
  3. Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads
    Also in Working Papers, Duke University, Department of Economics (2010) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (3)

    See also Journal Article in Journal of Economic Dynamics and Control (2011)

Journal Articles

2016

  1. A compound duration model for high-frequency asset returns
    Journal of Empirical Finance, 2016, 39, (PA), 105-128 Downloads

2011

  1. Habit, Long-Run Risks, Prospect? A Statistical Inquiry
    Journal of Financial Econometrics, 2011, 9, (4), 589-618 Downloads View citations (5)
    See also Working Paper (2010)
  2. Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors
    Journal of Economic Dynamics and Control, 2011, 35, (3), 386-393 Downloads View citations (35)
    See also Working Paper (2010)

2006

  1. Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center: The Regime-Switching SpaceTime Method
    Journal of the American Statistical Association, 2006, 101, 968-979 Downloads View citations (32)

2005

  1. Do People Value Racial Diversity? Evidence from Nielsen Ratings
    The B.E. Journal of Economic Analysis & Policy, 2005, 5, (1), 1-24 Downloads View citations (13)
 
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